+139.5%
MAGS vs TLN
+678.8%
-539.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.2% | -0.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.7% |
| 30D | -7.1% | -4.6% | -2.5% | -6.5% |
| 3M | -0.7% | +5.2% | -6.0% | -2.6% |
| 6M | -1.5% | -6.5% | +5.0% | -1.9% |
| YTD | +3.9% | -3.6% | +7.6% | +1.4% |
| 1Y | +3.1% | -8.2% | +11.3% | +1.5% |
| 3Y | +121.6% | +559.7% | -438.1% | +40.9% |
| All | +139.5% | +678.8% | -539.3% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TLN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling